Say your question is getting votes for closing, and you're concerned about it. Can you somehow vote to leave it open?
No, that is not possible. You can close-vote an open question, or vote to reopen a closed question. That said, you shouldn't be concerned about your question getting closed. If it is really close-worthy, then it's fine that it's getting closed, and if you disagree with the grounds for closing which the close-voters have given, you may ask on Meta to clarify why your particular question was closed, or whether it's close-worthy. Then a moderator or informed user will explain. If a moderator determines at that point that a mistake was made, and that your question does fit the intent of the site, s/he can reopen the question at his/her discretion.
The FAQ has a section on what kind of questions not to ask, and if you want to see the list of various reasons to close a question, try clicking the close link on any question just to read the contents of the popup; you can exit the popup when you're done reading without actually voting to close.